The Investment Portfolio Selection Using Fuzzy Logic And Genetic Algorithm
نویسنده
چکیده
The selection of a portfolio encounters several extremely complex situations. From among them, it has to be highlighted, due to its difficulty and transcendence, the Financial Assets selection when interrelations (positive and/or negative) occur among the expected profitabilities of each one of them. To solve this Genetic Algorithms are used due to its utility when offering solutions to complex optimization problems. Furthermore, by using the Fuzzy Logic, we intend to obtain a closer representation for the uncertainty that characterises Financial Market. This way, it is intended to outline an approach to solve Financial Assets selection problems for a portfolio in a non-linear and uncertainty environment, by applying a Fuzzy logic and Genetic Algorithm to optimize the investment profitability.
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